Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47749.95 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46355.03 Kr¶

PnL: ---------------------------------------> -533.54 Kr¶

DD now: ---------------------------------> -1.809 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 11:17:53.177588'

Anic Portfolio¶

Today¶

Return: 0.921 %¶

This Week¶

Return: 0.455 %¶

Total¶

Return: 56.321 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 5.230000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 0.260000 2740.500000 104.500000 3.960000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
SAAB B 8 0.580000 3446.400000 69.400000 2.060000 3377.000000
Corem Property Group B 59 2.320000 625.400000 48.400000 8.390000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.930000 385.500000 30.500000 8.590000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Resurs Holding 22 4.050000 599.720000 25.720000 4.480000 573.999998
AcadeMedia 12 0.500000 582.240000 25.240000 4.530000 557.000004
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
Boozt 12 3.100000 1675.200000 21.200000 1.280000 1653.999996
OEM International B 7 1.700000 545.300000 17.300000 3.280000 527.999997
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
HMS Networks 2 0.470000 689.600000 16.600000 2.470000 673.000000
Intrum 4 0.710000 540.000000 13.000000 2.470000 527.000000
Coor Service Management Hold. 8 1.810000 539.600000 7.600000 1.430000 532.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.770000 575.600000 1.600000 0.280000 574.000000
Swedbank A 3 0.450000 565.500000 1.500000 0.270000 564.000000
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.400000 243.120000 -2.880000 -1.170000 246.000000
Securitas B 6 0.510000 566.640000 -3.360000 -0.590000 570.000000
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
Karnov Group 9 1.040000 522.900000 -13.100000 -2.440000 536.000004
CTEK 13 0.650000 520.780000 -13.220000 -2.480000 533.999999
Nordea Bank Abp 29 0.510000 3438.240000 -15.760000 -0.460000 3453.999992
Midsona B 63 1.380000 555.660000 -27.340000 -4.690000 582.999984
International Petroleum Corp. 5 0.560000 541.500000 -53.070000 -8.930000 594.565215
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
Axfood 13 0.110000 3645.200000 -110.800000 -2.950000 3756.000001
OX2 18 3.090000 1470.600000 -193.400000 -11.620000 1663.999992
Fasadgruppen Group 35 -0.620000 3391.500000 -419.500000 -11.010000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46355.030000 -533.540000 -1.80946% 46888.564618

Updated:¶

'2023-01-20 11:18:05.633238'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶